There are five groups of regions (for instance, a Rohan/Gondor group) and each group has a stack of monster tokens. When you place a monster you have to take it from the stack that corresponds to where you plan on placing it.

As others have said, where the monsters start is keyed to region. But, just to clarify, the monster is *not* restricted to movement only within its starting region, so in the movement phase Sauron can take a monster anywhere (within movement space restrictions, of course).